PCA Index Dashboard Examples

This script was last run at 2024-03-27 13:58:33.024204+00:00 (UTC)
In US/Central Time, this is 2024-03-27 08:58:33.024204-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.896728	-0.474160	0.086477	-0.009337	0.545051	0.254414
1997-01-03	-0.885018	-0.474160	-0.155338	0.006167	0.744652	0.205242
1997-01-06	-0.881115	-0.474160	-0.063905	-0.017088	0.777533	0.269203
1997-01-07	-0.881115	-0.453343	-0.128870	-0.048096	0.837165	0.382849
1997-01-08	-0.892825	-0.453343	-0.021798	-0.086855	0.785195	0.496103
...	...	...	...	...	...	...
2024-03-20	-0.865502	-1.400534	-0.888000	1.719319	0.827850	0.465774
2024-03-21	-0.900632	-1.431760	-0.902436	1.727071	0.836472	0.472515
2024-03-22	-0.888922	-1.452577	-0.885594	1.727071	0.764030	0.313896
2024-03-25	-0.877212	-1.369308	-0.869954	1.727071	0.788287	0.420171
2024-03-26	-0.861599	-1.400534	-0.863939	1.727071	0.721708	0.420171

7195 rows × 6 columns

pc1

DATE
1997-01-02   -0.576743
1997-01-03   -0.682841
1997-01-06   -0.665755
1997-01-07   -0.702103
1997-01-08   -0.671780
                ...   
2024-03-20   -1.595610
2024-03-21   -1.625616
2024-03-22   -1.582752
2024-03-25   -1.572268
2024-03-26   -1.559336
Name: PC1, Length: 7195, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()